+938.5%
IGV vs UL
+648.4%
+290.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.7% |
| 7D | +2.3% | +1.1% | +1.2% | +1.9% |
| 30D | -6.0% | +4.5% | -10.5% | -7.9% |
| 3M | -4.8% | +6.5% | -11.3% | -7.5% |
| 6M | +14.2% | +18.2% | -3.9% | +5.7% |
| YTD | -4.2% | +4.7% | -8.9% | -7.8% |
| 1Y | -5.3% | +0.8% | -6.0% | -7.5% |
| 3Y | +38.8% | +35.9% | +2.9% | +16.3% |
| 5Y | +14.2% | +33.4% | -19.2% | -5.3% |
| 10Y | +357.6% | +106.9% | +250.7% | +199.5% |
| All | +938.5% | +648.4% | +290.1% | +297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling